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	param	t-stat
$ω$	0.7499	6.32
$α$	0.1209	4.79
$β$	0.8201	23.14
$γ_{1}$	-0.0136	-0.52

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Vesper US Large Cap Short-Term Reversal Strategy ETF Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vesper US Large Cap Short-Term Reversal Strategy ETF Analyses